Post Doc

The Department of Applied Mathematics at Illinois Institute of Technology invites applications for a full-time 1-year (renewable to 2 years) postdoc position in financial engineering, machine learning, and stochastic modeling, beginning on January 10, 2022. Reappointment in this position for the 2nd year will be subject to the performance and a continuing need for the position.

The successful candidate will join a funded project to generate new efficient methods for volatility forecasting, under the direct supervision of Professor Matthew Dixon and Professor Ruoting Gong. It is expected that the successful candidate will also teach at the undergraduate and graduate level in the Department of Applied Mathematics.

When Applying for this position, please submit the following:

• Curriculum Vitae
• Research statement
• Teaching statement
• Three or more reference letters (one of them addresses the teaching ability of the candidate)

Special Schedule Requirements
N/A

EEOC Statement
Illinois Institute of Technology is an EEO /AA/Title VI/Title IX/Section 504/ ADA / ADEA employer committed to enhancing equity, inclusion and diversity within its community. It actively seeks applications from all individuals regardless of race, color, sex, marital status, religion, creed, national origin, disability, age, military or veteran status, sexual orientation, and/or gender identity and expression. All qualified applicants will receive equal consideration for employment.

Qualifications

Education & Experience
Required and Preferred Qualifications: The successful candidate should have a recent PhD in applied mathematics or related fields

Knowledge & Skills
Applicants specializing in machine learning and data sciences, applied probability and stochastic analysis, financial mathematics, computational finance, combined with disciplined scientific programming codes as evidenced by, for example, well documented data science research codes in Github and publications, are especially encouraged to apply. Preference will be given to candidates with both a sound theoretical background in stochastic analysis and financial math (especially financial modeling with Levy processes), and engineering know-how of applying machine learning to solve stochastic modeling problems with TensorFlow and/or PyTorch in Python.

Certifications and Licenses

List any certifications or licenses that are either required or helpful in performing the job, designating whether required or preferred.
PhD in Applied Mathematics or related field.

Key Responsibilities

Key Responsibility
Research in Financial Engineering, Machine Learning and Stochastic Modeling, teaching 9 credit hours per year.

Percentage Of Time
100.00

Posting Information

Work Hours
Monday – Friday, 8:30 a.m. – 5:00 p.m.

Position Category
Full Time

Posting Date
06/23/2021

Closing Date

Posted Until Filled
Yes

Quicklink for Posting
https://iit7.peopleadmin.com/postings/7339